+242.5%
AMKR vs FFIV
+118.6%
+123.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -0.9% |
| 7D | +10.0% | -0.5% | +10.6% | +10.6% |
| 30D | -19.4% | -32.4% | +13.0% | +2.1% |
| 3M | -37.4% | -25.7% | -11.7% | -26.2% |
| 6M | -51.5% | -13.5% | -38.0% | -48.4% |
| YTD | -8.1% | +21.1% | -29.2% | -24.0% |
| 1Y | +13.8% | +29.4% | -15.6% | -10.2% |
| 3Y | +59.4% | +94.9% | -35.5% | -10.8% |
| 5Y | +65.9% | +34.7% | +31.1% | +20.9% |
| All | +242.5% | +118.6% | +123.9% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling